Access Statistics for Ilya Archakov
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices | 0 | 0 | 0 | 19 | 2 | 2 | 2 | 32 |
| A Markov Chain Estimator of Multivariate Volatility from High Frequency Data | 0 | 0 | 0 | 146 | 1 | 1 | 2 | 237 |
| A Multivariate Realized GARCH Model | 0 | 0 | 4 | 40 | 9 | 16 | 35 | 112 |
| A New Method for Generating Random Correlation Matrices | 1 | 1 | 1 | 29 | 4 | 5 | 9 | 33 |
| A New Parametrization of Correlation Matrices | 0 | 0 | 0 | 6 | 2 | 8 | 9 | 32 |
| Cluster GARCH | 1 | 2 | 4 | 16 | 3 | 7 | 18 | 25 |
| Total Working Papers | 2 | 3 | 9 | 256 | 21 | 39 | 75 | 471 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Descriptive Study of High-Frequency Trade and Quote Option Data* | 0 | 0 | 0 | 6 | 0 | 0 | 2 | 15 |
| A New Parametrization of Correlation Matrices | 1 | 1 | 5 | 23 | 3 | 3 | 12 | 70 |
| A new method for generating random correlation matrices | 0 | 1 | 2 | 3 | 1 | 5 | 10 | 12 |
| Local mispricing and microstructural noise: A parametric perspective | 0 | 0 | 3 | 6 | 3 | 6 | 12 | 23 |
| Total Journal Articles | 1 | 2 | 10 | 38 | 7 | 14 | 36 | 120 |
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